This study compares the effects of dietary counseling alone, oral supplements with Megace (an appetite stimulant), and injections of growth hormone on the health and quality of life of people with AIDS and weight loss. Two primary outcomes will be assessed: a. total body weight b. physical functioning. Secondary outcomes will include fat-free mass by DEXA scan, muscle mass, muscle strength, biological and clinical responses of HIV infection (viral burden, CD4 lymphocyte counts, opportunistic infections), and other measures of health status such as HIV and nutrition-related symptoms, mental health, and general health perceptions. In addition, cost-effectiveness will be compared in the three intervention arms by determining costs of utilization of all medical services.